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Activity Number: 221 - Topics on Deep Learning
Type: Invited
Date/Time: Wednesday, August 11, 2021 : 10:00 AM to 11:50 AM
Sponsor: IMS
Abstract #314473
Title: What Causes the Test Error? Going Beyond Bias-Variance via ANOVA
Author(s): Edgar Dobriban*
Companies: University of Pennsylvania
Keywords: deep learning; neural nets; bias-variance; test error; ANOVA; double descent
Abstract:

Modern machine learning methods are often overparametrized, allowing adaptation to the data at a fine level. This can seem puzzling; in the worst case, such models do not need to generalize. Here we develop a deeper understanding of this area. Specifically, we propose using \emph{the analysis of variance} (ANOVA) to decompose the variance in the test error in a symmetric way, for studying the generalization performance of certain two-layer linear and non-linear networks. One key insight is that in typical settings, the \emph{interaction} between training samples and initialization can dominate the variance; surprisingly being larger than their marginal effect.


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